A bomb blast has hit a police station in Nigeria's capital Abuja, sending thick black smoke into the sky, local television and witnesses said.

Witnesses said authorities had cordoned off the roads approaching the police station and ambulances and fire engines were at the scene. Nigerian television stations NTA, Channels and AIT all reported that the blast had been caused by a bomb.

"My windows were shaking and I heard the loud noise. I saw smoke coming up. I think it was from the car park of the police station," one witness said.

An emergency services spokesman said a suspected suicide bomber died in the incident.

A series of explosions and attacks targeting police and fire service headquarters rocked northeastern Nigeria last week, suspected to have been carried out by a radical Islamist sect.

Book Haram, which says it wants a wider application of sharia (Islamic law) in Africa's most populous nation, has warned that it will carry out further attacks across the country if its demands are not met.

A bomb exploded on New Year's Eve in an open-air beer garden and market at an army barracks in the capital, killing at least four and wounding at least 21, police said.